Let's take your project from Replit (or one of them) and download it.
Open the right bar on Replit if you haven't already.

Then click into File Tree if it's not already open. From there, click the three dots, and click Download as Zip.

This should get you a download of all the code you just created with Replit. Unzip it. Open Visual Studio Code (instructions are in Welcome / Setup) and you should see all these files opened in Visual Studio Code.